The 25-year-old has told Schalke he will not stay past June 2012 and with Bavarian giants Bayern waiting to sign him for a reported €25 million before next season, Neuer lifted the German Cup at Berlin's Olympic Stadium.
Bayern are in talks with Schalke about signing the Germany goalkeeper and it seems to be a case of when, not if, Neuer will go to Munich.
"I have no idea and I can't say when an announcement will be made, because I have no information and I am also waiting to hear," said Neuer after celebrating with his team.
And Schalke's bosses were tight-lipped on the issue. "Tonight is not the right time to talk about that," said Schalke manager Horst Heldt when asked if Neuer had played his last game for the Royal Blues. "We have won the cup final and now is the time to celebrate."
"We won't be announcing anything, because there is nothing to announce."
Neuer's side dominated the final and he was rarely troubled in goal. Dutch striker Klaas-Jan Huntelaar scored either side of half-time, teenage midfielder Julian Draxler got the first, while goals from midfielder Jose Jurado and defender Benedikt Höwedes completed the rout.
"We played with great concentration and in the end it was, thank God, a clear result," said Schalke manager Ralf Rangnick, who won his first title as a coach.
After Dortmund won the German league title, Gelsenkirchen-based Schalke have now completed the Ruhr valley double.
Having beaten Bundesliga sides Kaiserslautern and Cologne on their way to the final, Duisburg were desperately out-played and lacked the firepower to
trouble the Champions League semi-finalists.
"We are somewhat disappointed because we were not able to take more out of the game," said Duisburg coach Milan Sasic. "Many thanks to our fans who came here and showed some understanding for this defeat."
Duisburg were hit with a host of injuries last week and came into the final with high hopes of a first cup title, only to trail 3-0 at the break as Peru winger Jefferson Farfan set up all three goals.
Draxler put Schalke ahead when the 17-year-old volleyed home a superb shot from 16 metres out on 18 minutes and the Bundesliga team tightened their grip
on the cup with a second four minutes later.
Farfan beat two defenders on the edge of the area and Huntelaar fired home on 22 minutes for the first of his double.
The match was effectively ended as a contest when Farfan fired in a corner and Duisburg were punished for unwisely leaving Schalke defender Höwedes unmarked to smash home his header on 42 minutes from all of four metres out.
It was 3-0 at the break, but Schalke began the second half with a hiss and a roar and after Huntelaar's pass split the increasingly-porous Duisburg defence, Spanish midfielder Jose Jurado buried his shot into the bottom right of the net.
Huntelaar compounded David Yelldell's miserable night as the Duisburg goalkeeper could only watch in dismay as the Dutchman's shot rolled over the line on 70 minutes to complete the minnows' misery.